-4.6%
BA vs BEN
+52.7%
-57.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.5% |
| 7D | +1.2% | +0.2% | +0.9% | +1.0% |
| 30D | -11.6% | -0.5% | -11.1% | -11.5% |
| 3M | -2.4% | +9.7% | -12.1% | -5.7% |
| 6M | -6.6% | +33.9% | -40.5% | -16.1% |
| YTD | -2.2% | +49.0% | -51.2% | -15.5% |
| 1Y | -8.0% | +42.1% | -50.1% | -19.3% |
| All | -4.6% | +52.7% | -57.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling